Volumetric shader not showing up in render
You have a Solidify Modifier on your pawn(s) of -0.011 thickness that is set to take effect in the render, but not in the viewport. This is causing your pawns to be hollow inside during the final render, but not when seen in the viewport. This is also why your Material Preview looks much denser and darker than your final render. Since when rendered the material is paper-thin, there is not enough geometry for the volumetric properties to show. I think you either didn't mean to be using that modifier, or didn't mean to make it that thin.

General good advice: 


always look at the Material Preview to see what Blender "thinks" your material is supposed to look like in its raw state. 
Always consider what's happening in your Modifier stack.


Happy blending.